Robust-based interactive portfolio selection problems with an uncertainty set of returns
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Publication:1794340
DOI10.1007/s10700-013-9157-xzbMath1397.91556OpenAlexW1992381155MaRDI QIDQ1794340
Takashi Hasuike, Hideki Katagiri
Publication date: 15 October 2018
Published in: Fuzzy Optimization and Decision Making (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10700-013-9157-x
uncertainty setportfolio selection problemrobust programminginteractive fuzzy satisficing methodfuzzy goal
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